ANDREW PELLER (Germany) Market Value
| ANJ Stock | 2.64 0.14 5.04% |
| Symbol | ANDREW |
ANDREW PELLER 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ANDREW PELLER's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ANDREW PELLER.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in ANDREW PELLER on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding ANDREW PELLER LTD or generate 0.0% return on investment in ANDREW PELLER over 30 days. ANDREW PELLER is related to or competes with InPlay Oil, Universal Display, UNIVMUSIC GRPADR/050, PLAY2CHILL, SINGAPORE AIRLINES, Zoom Video, and JD SPORTS. More
ANDREW PELLER Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ANDREW PELLER's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ANDREW PELLER LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.014 | |||
| Maximum Drawdown | 9.21 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 3.85 |
ANDREW PELLER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ANDREW PELLER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ANDREW PELLER's standard deviation. In reality, there are many statistical measures that can use ANDREW PELLER historical prices to predict the future ANDREW PELLER's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | 0.1642 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.015 | |||
| Treynor Ratio | (1.01) |
ANDREW PELLER LTD Backtested Returns
At this point, ANDREW PELLER is relatively risky. ANDREW PELLER LTD secures Sharpe Ratio (or Efficiency) of 0.0502, which signifies that the company had a 0.0502% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ANDREW PELLER LTD, which you can use to evaluate the volatility of the firm. Please confirm ANDREW PELLER's Mean Deviation of 1.57, risk adjusted performance of 0.0655, and Downside Deviation of 1.88 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. ANDREW PELLER has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ANDREW PELLER are expected to decrease at a much lower rate. During the bear market, ANDREW PELLER is likely to outperform the market. ANDREW PELLER LTD at this time shows a risk of 2.15%. Please confirm ANDREW PELLER LTD mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if ANDREW PELLER LTD will be following its price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
ANDREW PELLER LTD has virtually no predictability. Overlapping area represents the amount of predictability between ANDREW PELLER time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ANDREW PELLER LTD price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current ANDREW PELLER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ANDREW PELLER LTD lagged returns against current returns
Autocorrelation, which is ANDREW PELLER stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ANDREW PELLER's stock expected returns. We can calculate the autocorrelation of ANDREW PELLER returns to help us make a trade decision. For example, suppose you find that ANDREW PELLER has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ANDREW PELLER regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ANDREW PELLER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ANDREW PELLER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ANDREW PELLER stock over time.
Current vs Lagged Prices |
| Timeline |
ANDREW PELLER Lagged Returns
When evaluating ANDREW PELLER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ANDREW PELLER stock have on its future price. ANDREW PELLER autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ANDREW PELLER autocorrelation shows the relationship between ANDREW PELLER stock current value and its past values and can show if there is a momentum factor associated with investing in ANDREW PELLER LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ANDREW Stock
ANDREW PELLER financial ratios help investors to determine whether ANDREW Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ANDREW with respect to the benefits of owning ANDREW PELLER security.